A Preliminary Study on Accelerating Simulation Optimization with GPU Implementation

2024/04/17 by Jinghai He, Haoyu Liu, He, Jinghai +7
Decision Sciences · #Distributed #FOS: Computer and information sciences #Parallel #Simulation Techniques and Applications #and Cluster Computing (cs.DC)

paper · pdf · doi:10.48550/arxiv.2404.11631

openalex publication_date 2024/04/17 · openalex created_date 2024/04/20 · openalex updated_date 2026/07/28

Abstract

We provide a preliminary study on utilizing GPU (Graphics Processing Unit) to accelerate computation for three simulation optimization tasks with either first-order or second-order algorithms. Compared to the implementation using only CPU (Central Processing Unit), the GPU implementation benefits from computational advantages of parallel processing for large-scale matrices and vectors operations. Numerical experiments demonstrate computational advantages of utilizing GPU implementation in simulation optimization problems, and show that such advantage comparatively further increase as the problem scale increases.

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